Rapport Backtest

Stratégie · SimpleMaManaged   |   Ticker · GOOG   |   2015-01-02 → 2025-10-31
Capital Final 13,012.77 €
P&L +3012.77 € (+30.13%)
Total Trades 47
Max Drawdown 15.24%
Sharpe
0.38
Sortino
0.21
Calmar
0.16

Equity Curve

Underwater Curve

Performance

CAGR2.47%
Ulcer Index0.06
Expectancy64.10

Trades Overview

Total47 Win Rate34.04%
Profit Factor1.57 Payoff Ratio3.04

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-05-04 04:00:00 2015-05-07 04:00:00 Long 15 26.76 25.96 -149.83 -2.99% 3
2015-07-16 04:00:00 2015-07-20 04:00:00 Long 15 28.08 32.66 811.16 16.32% 4
2015-09-24 04:00:00 2015-09-28 04:00:00 Long 15 30.64 30.23 -69.53 -1.32% 4
2015-10-12 04:00:00 2015-10-27 04:00:00 Long 15 31.90 35.04 518.40 9.85% 15
2015-12-29 05:00:00 2016-01-04 05:00:00 Long 15 38.09 36.80 -188.18 -3.38% 6
2016-03-10 05:00:00 2016-04-29 04:00:00 Long 15 35.18 34.21 -150.24 -2.75% 49
2016-06-01 04:00:00 2016-06-07 04:00:00 Long 15 36.50 35.66 -123.16 -2.30% 6
2016-07-15 04:00:00 2016-08-01 04:00:00 Long 15 36.04 37.72 248.88 4.67% 17
2016-09-28 04:00:00 2016-11-04 04:00:00 Long 15 38.65 37.20 -203.06 -3.75% 37
2016-12-14 05:00:00 2017-01-03 05:00:00 Long 15 39.62 38.58 -140.48 -2.63% 20
2017-02-16 05:00:00 2017-04-25 04:00:00 Long 15 40.74 42.85 272.54 5.19% 67
2017-07-21 04:00:00 2017-07-26 04:00:00 Long 15 47.81 47.29 -58.10 -1.08% 5
2017-09-07 04:00:00 2017-09-19 04:00:00 Long 15 46.29 45.44 -98.41 -1.83% 12
2017-12-18 05:00:00 2017-12-28 05:00:00 Long 15 52.97 52.09 -87.68 -1.66% 10
2018-03-09 05:00:00 2018-03-19 04:00:00 Long 15 56.44 55.48 -90.44 -1.70% 9
2018-04-27 04:00:00 2018-06-15 04:00:00 Long 15 51.97 56.92 499.40 9.51% 49
2018-07-16 04:00:00 2018-07-27 04:00:00 Long 15 59.09 62.96 359.86 6.55% 11
2018-12-06 05:00:00 2018-12-10 05:00:00 Long 15 51.39 51.27 -12.41 -0.22% 4
2019-01-10 05:00:00 2019-01-15 05:00:00 Long 15 53.05 52.02 -108.79 -1.93% 5
2019-07-02 04:00:00 2019-07-29 04:00:00 Long 15 54.76 61.48 685.32 12.27% 27
2019-09-11 04:00:00 2019-10-03 04:00:00 Long 15 59.79 58.45 -132.67 -2.24% 22
2019-10-21 04:00:00 2019-11-18 05:00:00 Long 15 62.22 66.00 358.94 6.07% 28
2020-04-16 04:00:00 2020-04-22 04:00:00 Long 15 63.30 61.70 -154.17 -2.54% 6
2020-07-07 04:00:00 2020-08-27 04:00:00 Long 15 74.03 81.92 631.54 10.66% 51
2020-10-16 04:00:00 2020-10-20 04:00:00 Long 15 77.80 75.64 -174.73 -2.77% 4
2021-01-21 05:00:00 2021-01-28 05:00:00 Long 15 94.30 91.34 -195.58 -3.14% 7
2021-04-06 04:00:00 2021-04-30 04:00:00 Long 15 110.42 119.12 478.11 7.87% 24
2021-05-27 04:00:00 2021-07-07 04:00:00 Long 15 121.08 129.14 419.15 6.66% 41
2021-10-21 04:00:00 2021-10-25 04:00:00 Long 15 141.30 137.52 -173.75 -2.67% 4
2022-01-04 05:00:00 2022-01-06 05:00:00 Long 15 144.63 136.21 -378.90 -5.82% 2
2022-02-10 05:00:00 2022-02-14 05:00:00 Long 15 138.62 132.12 -285.83 -4.69% 4
2022-03-24 04:00:00 2022-04-07 04:00:00 Long 15 138.40 135.35 -134.09 -2.20% 14
2022-06-10 04:00:00 2022-06-14 04:00:00 Long 15 112.07 105.89 -327.46 -5.51% 4
2022-07-01 04:00:00 2022-07-27 04:00:00 Long 15 107.65 108.58 50.21 0.86% 26
2022-08-08 04:00:00 2022-08-23 04:00:00 Long 15 118.37 113.29 -253.91 -4.29% 15
2022-10-26 04:00:00 2022-10-28 04:00:00 Long 15 96.15 91.67 -246.58 -4.66% 2
2022-11-23 05:00:00 2022-11-29 05:00:00 Long 15 96.73 95.11 -93.90 -1.67% 6
2023-01-23 05:00:00 2023-01-26 05:00:00 Long 15 98.51 97.37 -64.89 -1.16% 3
2023-03-20 04:00:00 2023-05-12 04:00:00 Long 15 100.42 115.93 852.87 15.44% 53
2023-07-25 04:00:00 2023-08-30 04:00:00 Long 15 121.11 134.33 647.46 10.91% 36
2023-10-12 04:00:00 2023-10-23 04:00:00 Long 15 141.26 134.96 -283.70 -4.46% 11
2023-11-20 05:00:00 2023-12-01 05:00:00 Long 15 134.65 132.08 -115.45 -1.91% 11
2023-12-21 05:00:00 2024-01-05 05:00:00 Long 15 139.88 137.07 -123.96 -2.01% 15
2024-03-21 04:00:00 2024-04-29 04:00:00 Long 15 149.37 169.21 813.14 13.28% 39
2024-09-27 04:00:00 2024-11-08 05:00:00 Long 15 163.28 180.77 682.29 10.71% 42
2024-12-12 05:00:00 2024-12-20 05:00:00 Long 15 195.76 185.93 -334.33 -5.02% 8
2025-05-05 04:00:00 2025-05-08 04:00:00 Long 15 164.25 155.20 -362.27 -5.51% 3